+2,698.6%
CLS vs QBTS
+2.2%
+2,696.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.6% | +9.1% | +1.3% |
| 7D | -13.9% | +1.1% | -14.9% | -14.0% |
| 30D | -38.2% | -28.1% | -10.1% | -36.2% |
| 3M | -28.8% | -48.1% | +19.3% | -24.4% |
| 6M | -40.4% | -53.6% | +13.2% | -36.5% |
| YTD | -24.3% | -59.9% | +35.7% | -19.2% |
| 1Y | -35.0% | -64.3% | +29.3% | -30.3% |
| 3Y | +778.7% | +1,355.6% | -576.9% | +613.0% |
| 5Y | +1,884.8% | +6.6% | +1,878.2% | +1,464.4% |
| All | +2,698.6% | +2.2% | +2,696.4% | +2,354.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QBTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling